Grow and scale SIG's signal generation platform which is critical to their strategy development process in a low latency trading environment.
Requirements
- At least 6+ years of experience in C++, developing software with strict performance requirements
- Possess a deep appreciation for performance and benchmarking. You have experience in large scale computing problems and understand performance trade-offs!
- Strong systems fundamentals (virtual memory, numa, io, networking, etc.)
- Deep Linux knowledge and strong systems fundaments with text processing tool chains required
- Experience in Python data analysis and/or low level Python
- Strong understanding of data structures and algorithms
- Experience building large scale data transformation pipelines
Responsibilities
- Design, develop, and scale our signal generation platform using your knowledge of object-oriented programming and C++/Linux and Python
- Partner with Quantitative Researchers and Strategy Developers to engage in problem definition, decomposition, and identify new development areas in order to evolve our signal generation technology
- Analyze user needs and software requirements to determine feasibility of design within time and performance constraints
Other
- Bachelor’s degree in Computer Science, Engineering, Mathematics or related discipline or its foreign equivalent; advanced degree is preferred
- Enthusiasm for working with data, especially large sets of data, automating operations. Good aesthetics for cleanliness and correctness in data
